CVA Model Validation Quant
- Competitive + Bonus + Benefits
- London, England, United Kingdom
- Permanent, Full time
- ITS-City Ltd
- 15 Feb 19
XVA Model Validation Quant to be based in London SVP urgently required at this Top Investment Banking institution. You will work alongside the brightest and and most effective Model Validation teams in the City.
CVA "Credit Valuation Adjustment" Quantitative Analyst covering all aspects of Model Validation, model related issues in trade pre-approvals for Interest Rates IR, Equities EQ, Commodities, Foreign Exchange FX and Credit Derivatives products.
You will lead a small teamm responsible for validating models to detect, identify and quantify risks in the area of marking-to-market and risk management of model intensive products. Perform product certification and approval of single trades. You will also br responsible for validating CCR Models.
You will collaborate with Front Office model owners, IT & fellow team members communicating and negotiating with key stakeholders including Regulators.
Technically you possess C++, Coding skills, with a MSc (or higher) in a quantitative discipline, mathematical or physics etc, combined with excellent written and interpersonal communication skills.
Strong academics required ideally a PhD in a Quantitative Discipline or a MSc at a reputable University combined with exceptional communications skills.
My client can also consider candidates to be based in London UK.
To Apply submit your CV and or call details below
Contact - Ben Baxter
Number - 0203 176 6647
Email - firstname.lastname@example.org